{smcl}
{com}{sf}{ul off}{txt}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}C:\Users\myogo\Princeton Dropbox\Motohiro Yogo\Koijen Yogo - International\JPE\Replication\Code\3 Estimation\Prediction0.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res}31 Oct 2025, 09:29:53
{txt}
{com}. /* Call the ado file */
> 
> Prediction 0 .;
{txt}(47,210 missing values generated)
(47,210 missing values generated)
(47,210 missing values generated)
{res}{txt}{p 0 1 2}
(saving
Var_c1,
Var_c2[2,2],
Var_c3[2,2],
c1,
c2[1,2],
c3[1,2])
{p_end}
{txt:file Prediction0.mmat saved}
{res}
{txt}                     _Gfx        _ret2        _ret3
{txt}                     b/se         b/se         b/se
{txt}Lmb         {res}                     -0.74        -0.15{txt}
            {res}                      0.11         0.22{txt}
{txt}Lrealfx     {res}        -0.27        -0.36        -0.54{txt}
            {res}         0.07         0.07         0.28{txt}
{txt}_cons       {res}                     -0.07         0.25{txt}
            {res}                      0.02         0.20{txt}
{txt}R-sq        {res}         0.17         0.32         0.12{txt}
{txt}N           {res}          424          640          640{txt}
(63,937 real changes made)
{p 0 4 2}
file {bf}
Prediction0.dta{rm}
saved
{p_end}

{com}. log close;
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}C:\Users\myogo\Princeton Dropbox\Motohiro Yogo\Koijen Yogo - International\JPE\Replication\Code\3 Estimation\Prediction0.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res}31 Oct 2025, 09:29:56
{txt}{.-}
{smcl}
{txt}{sf}{ul off}